+300.2%
NEM vs CBRE
+398.3%
-98.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -3.3% | -7.2% | +3.9% | -2.3% |
| 30D | +7.8% | -6.4% | +14.3% | +8.8% |
| 3M | +36.3% | +2.9% | +33.3% | +35.5% |
| 6M | +6.6% | +2.5% | +4.0% | +6.1% |
| YTD | +27.1% | -14.2% | +41.3% | +29.0% |
| 1Y | +62.3% | -15.1% | +77.5% | +64.8% |
| 3Y | +245.1% | +61.9% | +183.2% | +222.6% |
| 5Y | +154.0% | +42.4% | +111.6% | +136.5% |
| All | +300.2% | +398.3% | -98.2% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling